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Date/Time: Sat, 23 Nov 2024 14:51:12 +0000



Post From: Python for Sierra Chart

[2024-05-01 00:24:46]
User656492 - Posts: 143
This is fun stuff. Thank you all for sharing! I just tried the code above for NQM4 and got this result. I think something's amiss with the time format, which causes Open to be a strange value:

print(resample_scdf("NQM4.CME.scid", tz="EST"))

Open High Low Close Trades \
Time
2024-02-25 19:01:00-05:00 0.000000e+00 18223.00 18221.25 18221.25 1
2024-02-25 19:02:00-05:00 -1.999001e+35 18207.75 18202.75 18207.75 2
2024-02-25 19:03:00-05:00 0.000000e+00 18208.50 18202.50 18208.75 4
2024-02-25 19:04:00-05:00 0.000000e+00 18209.00 18200.25 18206.25 10
2024-02-25 19:05:00-05:00 0.000000e+00 18207.00 18199.00 18206.00 6

also, because maybe it helps:

df.describe()

  Open  High  Low  Close  Trades  Volume  BidVolume  AskVolume
count  5.584600e+04  55846.000000  55846.000000  55846.000000  93144.000000  93144.000000  93144.000000  93144.000000
mean  -inf  18176.611328  18170.449219  18173.523438  235.347591  256.042236  128.308200  127.734035
std  inf  360.248291  361.233368  360.750702  571.431255  625.932788  316.699976  313.838125
min  -1.999001e+35  17130.500000  17113.750000  17121.250000  0.000000  0.000000  0.000000  0.000000
25%  0.000000e+00  17912.500000  17908.750000  17910.750000  0.000000  0.000000  0.000000  0.000000
50%  0.000000e+00  18278.250000  18271.750000  18275.000000  21.000000  22.000000  10.000000  10.000000
75%  0.000000e+00  18463.500000  18458.750000  18461.250000  141.000000  154.000000  77.000000  77.000000
max  0.000000e+00  18708.500000  18702.750000  18706.000000  9990.000000  11664.000000  6341.000000  5972.000000

Date Time Of Last Edit: 2024-05-01 01:28:22